Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.569 %¶

This Week¶

Return: 0.269 %¶

Total portfolio value¶

Return including deposits: 61.84 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.240000 1663.740000 194.740000 13.260000 1468.999998
Orrön Energy 180 0.410000 2211.300000 168.300000 8.240000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.300000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
JM 6 -0.130000 901.200000 37.200000 4.310000 864.000000
VEF 909 -1.140000 1887.080000 37.080000 2.000000 1850.000436
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hexatronic Group 12 0.100000 1002.720000 35.720000 3.690000 966.999996
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
OX2 13 2.520000 978.900000 28.900000 3.040000 949.999999
Bilia A 8 0.090000 916.800000 16.800000 1.870000 900.000000
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
HEXPOL B 9 0.610000 1034.100000 13.100000 1.280000 1020.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Byggmax Group 33 -0.470000 968.880000 12.880000 1.350000 956.000001
BioGaia B 8 -0.840000 942.400000 12.400000 1.330000 930.000000
AcadeMedia 8 -0.590000 404.000000 2.000000 0.500000 402.000000
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
ASSA ABLOY B 3 -0.540000 775.500000 -3.500000 -0.450000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
SKF B 5 -0.050000 917.750000 -22.250000 -2.370000 940.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Vitec Software Group B 2 -1.700000 1041.000000 -46.000000 -4.230000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.590000 3378.700000 -82.300000 -2.380000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45374.240000 318.240000 -6.93627% 45056.000411

Updated:¶

'2023-07-05 10:12:48.438128'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶